+1,352.0%
HWM vs ALLY
+183.0%
+1,168.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.2% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -13.3% | +4.2% | -17.4% | -15.3% |
| 3M | -31.0% | -12.4% | -18.6% | -26.2% |
| 6M | -17.1% | -8.7% | -8.5% | -13.6% |
| YTD | -1.9% | -11.6% | +9.8% | +3.2% |
| 1Y | -2.4% | +0.2% | -2.6% | -4.2% |
| 3Y | +322.2% | +57.1% | +265.1% | +203.4% |
| 5Y | +509.8% | -6.8% | +516.7% | +458.4% |
| 10Y | +1,453.8% | +200.4% | +1,253.4% | +513.9% |
| All | +1,352.0% | +183.0% | +1,168.9% | +484.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling